Digital Processing of Random Signals

Preface 1. Introduction 2. The Structure of Stationary Processes 3. Parameter Estimation Theory 4. Nonparametric Spectrum Estimation 5. Parameter Estimation Theory for Gaussian Processes 6. Autoregressive Parameter Estimation 7. Moving Average and ARMA Parameter Estimation 8. Adaptive AR and ARMA Estimation 9. Estimation of Deterministic Processes 10. High-order Statistical Analysis 11. Time-frequency Signal Analysis: Linear Transforms 12. Time-frequency Signal Analysis: Nonlinear Transforms Appendix A. Notations and Facts Appendix B. Hilbert Spaces Appendix C. Asymptotic Theory Appendix D. Kronecker Products and Liapunov Equations Author index Subject index